-28.4%
STZ vs SM
-8.9%
-19.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.4% |
| 7D | +11.8% | -25.1% | +36.9% | +13.5% |
| 30D | +26.0% | -15.6% | +41.6% | +26.9% |
| 3M | +11.5% | +2.7% | +8.8% | +10.7% |
| 6M | -2.0% | -3.8% | +1.9% | -2.6% |
| YTD | +7.9% | +61.8% | -54.0% | +2.4% |
| 1Y | +13.9% | +71.4% | -57.4% | +7.6% |
| 3Y | -35.8% | -20.7% | -15.1% | -37.3% |
| 5Y | -28.4% | -11.5% | -16.9% | -31.5% |
| All | -28.4% | -8.9% | -19.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling